If you make the mistake of hearthing out or otherwise leaving Volcanoth's Lair before accepting this quest, there is a way back to Sassy. Make your way to Oomlot Village and find the back entry. You can walk behind the fence near where Yngwie[63, 68.8] was fought at and make the long journey through the cave there.

If for some reason you abandon this quest, you can retrieve it in the same manner, as Sassy remains behind.